Statistical Size Distributions in Economics and Actuarial Sciences

By Eric R. Ziegel. Technometrics, 2004

535 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4f2475113f3829e94b325bf62db938febb1f019b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

In Statistics and Probability

Citations in the corpus

Pareto Models, Top Incomes, and Recent Trends in UK Income Inequality (2017, unknown): “(Important references on Pareto distributions include Arnold 2008, 2015, Coles 2001, Cowell 2011, 2015, and Kleiber and Kotz 2003.)”
Measuring Inequality Using Censored Data: A Multiple Imputation Approach (2009, unknown): “For details, see McDonald (1984) and Kleiber and Kotz (2003).”
Alpha-Power Transformed Lindley Distribution: Properties and Associated Inference with Application to Earthquake Data (2019, methodology): “Traditionally, applications of the Lorenz curve and the Gini index are in income modeling and related areas, see Kleiber and Kotz (2003).”
WEALTH INEQUALITY: A SURVEY (2015, unknown): “…between the logarithm of the proportion pw of individuals with 16For overviews of parametric models of income distributions see Bordley et al. (1996), Chotikapanich (2008), Chotikapanich et al. (2012), Kleiber and Kotz (2003), Sarabia (2008). wealth greater than w and the logarithm of w itself.”
The Kumaraswamy-Log-Logistic Distribution (2012, methodology): “Basic properties of the log-logistic distribution are given, for example, by Kleiber and Kotz (2003), Lawless (2003) and Ashkar and Mahdi (2006).”
The Amoroso Distribution (2010, background): “ative . Occurs as the conjugate prior for an exponential distribution’s scale parameter [22], or the prior for variance of a normal distribution with known mean [15]. Inverse exponential distribution [25]: InvExp(xj) = jj x2 exp ˆ x ˙ (21) = InvGamma(xj;1) = Stacy(xj;1; 1) = Amoroso(xj0;;1; 1) Not”
(In)Equality and (In)Justice (2016, unknown): “…distributions, we use three variates whose properties are well-known and make them appealing models for distributions of wages, income, wealth, and other economic variables – the lognormal, Pareto, and power-function (Johnson, Kotz, and Balakrishnan, 1994, 1995; Kleiber and Kotz, 2003).”
TRANSMUTED POWER FUNCTION DISTRIBUTION (2016, background): “Further the introduction and derivations of statistical properties of the power function distribution discussed by [4-7].”
Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy (2010, unknown): “We note that continuous cdf’s are natural choices when modeling income distributions, insurance risks and losses (see, e.g., Kleiber and Kotz, 2003).”
Sine Topp-Leone-G family of distributions: Theory and applications (2020, methodology): “2.2 Special three-parameter distributions of the STL-G Family Now, we pay particular attention to the three-parameter distributions of the STL-G family defined with the following pliant parent distributions: the inverse Lomax distribution proposed by Kleiber and Kotz [43], exponentiated exponential ”
A new model of income distribution: the κ-generalized distribution (2011, unknown): “(22), one arrives after some simplification at G0 = 1 − 2− 1 α , which is the explicit form of the Gini coefficient for the Weibull distribution (e.g. Kleiber and Kotz 2003, p. 177).”
Bayesian structured additive distributional regression with an application to regional income inequality in Germany (2015, background): “In addition to the four distributions that we have considered in the analysis of incomes, general distributional models can be derived from large classes such as the generalised beta family (with up to five parameters allowing for skewness, kurtosis or parameters that affect the shape of the distrib”
The Extended Log-Logistic Distribution: Inference and Actuarial Applications (2021, background): “Further details about the LL model can be found in [10].”
Wealth Heterogeneity and the Income Elasticity of Migration (2017, methodology): “R̃v follows a Stoppa distribution (Kleiber and Kotz, 2003), and R˜v follows a Pareto distribution withdispersion λvNv .”
Statistical Methods for Distributional Analysis (2015, background): “…y ≥ y0) then we have log py = logA− α log y (4) 9What is now commonly described as the Pareto distribution is more precisely referred to as “Pareto type I.” For other, more general forms introduced by Pareto and their relationship to the Pareto type I see Cowell (2011), Kleiber and Kotz (2003).”
A guide to the Dagum distributions (2008, methodology): “Recall that the coefficient of variation is a monotonic transformation of a measure contained in the generalized entropy class of inequality measures, e.g., Kleiber and Kotz (2003) .”